Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50772.23 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 40525.18 Kr¶

PnL: ---------------------------------------> -2217.82 Kr¶

DD now: ---------------------------------> -4.42 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 10:16:12.668736'

Anic Portfolio¶

Today¶

Return: 0.041 %¶

This Week¶

Return: 0.041 %¶

Total portfolio value¶

Return including deposits: 66.215 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 1.390000 2409.000000 220.000000 10.050000 2189.000000
Embracer Group B 26 -0.640000 702.780000 40.780000 6.160000 661.999988
Profoto Holding 7 2.120000 607.600000 25.600000 4.400000 581.999999
Addnode Group B 6 -2.720000 772.200000 20.200000 2.690000 751.999998
SynAct Pharma 9 -2.000000 660.600000 15.600000 2.420000 645.000003
Eastnine 6 0.000000 662.400000 5.400000 0.820000 657.000000
BHG Group 49 -5.310000 638.470000 -0.530000 -0.080000 638.999984
Addtech B 3 -1.450000 693.600000 -6.400000 -0.910000 699.999999
Volati 5 -0.880000 565.000000 -9.000000 -1.570000 574.000000
Investor B 3 -0.990000 648.300000 -9.700000 -1.470000 657.999999
Xvivo Perfusion 3 -2.800000 832.500000 -12.500000 -1.480000 845.000001
Biotage 4 -6.590000 589.600000 -13.400000 -2.220000 603.000000
Vitrolife 3 -3.160000 661.200000 -15.800000 -2.330000 677.000001
Latour B 2 -2.720000 428.400000 -20.600000 -4.590000 449.000000
NCC A 6 -2.040000 577.200000 -21.800000 -3.640000 598.999998
NCC B 7 -1.640000 630.700000 -23.300000 -3.560000 653.999997
Fortnox 10 -4.030000 643.600000 -24.400000 -3.650000 668.000000
SCA A 4 -0.830000 572.800000 -26.200000 -4.370000 599.000000
Lime Technologies 2 -0.890000 556.000000 -37.000000 -6.240000 593.000000
Nolato B 12 -1.170000 608.400000 -39.600000 -6.110000 648.000000
BONESUPPORT HOLDING 10 -2.470000 1183.000000 -41.000000 -3.350000 1224.000000
Balco Group 39 -0.850000 1829.100000 -45.900000 -2.450000 1874.999997
Indutrade 5 -2.580000 1267.000000 -53.000000 -4.020000 1320.000000
Creades A 7 -1.800000 535.150000 -75.850000 -12.410000 610.999998
Lundin Gold 7 0.630000 894.600000 -79.400000 -8.150000 973.999999
Investor A 16 -0.830000 3457.600000 -87.400000 -2.470000 3545.000000
Ambea 68 -1.650000 2431.680000 -105.320000 -4.150000 2537.000032
Svolder B 35 -5.290000 2068.500000 -110.500000 -5.070000 2179.000005
New Wave B 40 -0.610000 3663.200000 -252.800000 -6.460000 3916.000000
Wästbygg Gruppen B 80 -1.580000 2496.000000 -375.000000 -13.060000 2871.000000
Sedana Medical 135 -2.270000 3834.000000 -497.000000 -11.480000 4330.999935
Bactiguard Holding B 37 -3.270000 2405.000000 -562.000000 -18.940000 2966.999993
TOTAL 40525.180000 -2217.820000 -4.42038% 42742.999926

Updated:¶

'2023-06-19 10:16:29.920961'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶